Nested Markov Properties for Acyclic Directed Mixed Graphs

Directed acyclic graph (DAG) models may be characterized in at least four different ways: via a factorization, the d-separation criterion, the moralization criterion, and the local Markov property. As pointed out by Robins (1986, 1999), Verma and Pearl (1990), and Tian and Pearl (2002b), marginals of DAG models also imply equality constraints that are not conditional independences. The well-known `Verma constraint' is an example. Constraints of this type were used for testing edges (Shpitser et al., 2009), and an efficient marginalization scheme via variable elimination (Shpitser et al., 2011). We show that equality constraints like the `Verma constraint' can be viewed as conditional independences in kernel objects obtained from joint distributions via a fixing operation that generalizes conditioning and marginalization. We use these constraints to define, via Markov properties and a factorization, a graphical model associated with acyclic directed mixed graphs (ADMGs). We show that marginal distributions of DAG models lie in this model, prove that a characterization of these constraints given in (Tian and Pearl, 2002b) gives an alternative definition of the model, and finally show that the fixing operation we used to define the model can be used to give a particularly simple characterization of identifiable causal effects in hidden variable graphical causal models.Comment: 67 pages (not including appendix and references), 8 figure

Mixed Cumulative Distribution Networks

Directed acyclic graphs (DAGs) are a popular framework to express multivariate probability distributions. Acyclic directed mixed graphs (ADMGs) are generalizations of DAGs that can succinctly capture much richer sets of conditional independencies, and are especially useful in modeling the effects of latent variables implicitly. Unfortunately there are currently no good parameterizations of general ADMGs. In this paper, we apply recent work on cumulative distribution networks and copulas to propose one one general construction for ADMG models. We consider a simple parameter estimation approach, and report some encouraging experimental results.Comment: 11 pages, 4 figure

Concepts and a case study for a flexible class of graphical Markov models

With graphical Markov models, one can investigate complex dependences, summarize some results of statistical analyses with graphs and use these graphs to understand implications of well-fitting models. The models have a rich history and form an area that has been intensively studied and developed in recent years. We give a brief review of the main concepts and describe in more detail a flexible subclass of models, called traceable regressions. These are sequences of joint response regressions for which regression graphs permit one to trace and thereby understand pathways of dependence. We use these methods to reanalyze and interpret data from a prospective study of child development, now known as the Mannheim Study of Children at Risk. The two related primary features concern cognitive and motor development, at the age of 4.5 and 8 years of a child. Deficits in these features form a sequence of joint responses. Several possible risks are assessed at birth of the child and when the child reached age 3 months and 2 years.Comment: 21 pages, 7 figures, 7 tables; invited, refereed chapter in a boo

Constraint-Based Causal Discovery using Partial Ancestral Graphs in the presence of Cycles

While feedback loops are known to play important roles in many complex systems, their existence is ignored in a large part of the causal discovery literature, as systems are typically assumed to be acyclic from the outset. When applying causal discovery algorithms designed for the acyclic setting on data generated by a system that involves feedback, one would not expect to obtain correct results. In this work, we show that---surprisingly---the output of the Fast Causal Inference (FCI) algorithm is correct if it is applied to observational data generated by a system that involves feedback. More specifically, we prove that for observational data generated by a simple and $\sigma$-faithful Structural Causal Model (SCM), FCI is sound and complete, and can be used to consistently estimate (i) the presence and absence of causal relations, (ii) the presence and absence of direct causal relations, (iii) the absence of confounders, and (iv) the absence of specific cycles in the causal graph of the SCM. We extend these results to constraint-based causal discovery algorithms that exploit certain forms of background knowledge, including the causally sufficient setting (e.g., the PC algorithm) and the Joint Causal Inference setting (e.g., the FCI-JCI algorithm).Comment: Major revision. To appear in Proceedings of the 36 th Conference on Uncertainty in Artificial Intelligence (UAI), PMLR volume 124, 202

Markov properties for mixed graphs

In this paper, we unify the Markov theory of a variety of different types of graphs used in graphical Markov models by introducing the class of loopless mixed graphs, and show that all independence models induced by $m$-separation on such graphs are compositional graphoids. We focus in particular on the subclass of ribbonless graphs which as special cases include undirected graphs, bidirected graphs, and directed acyclic graphs, as well as ancestral graphs and summary graphs. We define maximality of such graphs as well as a pairwise and a global Markov property. We prove that the global and pairwise Markov properties of a maximal ribbonless graph are equivalent for any independence model that is a compositional graphoid.Comment: Published in at http://dx.doi.org/10.3150/12-BEJ502 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm